-62.8%
CSGP vs COO
-23.4%
-39.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -1.9% |
| 7D | -4.1% | -2.2% | -1.8% | -3.3% |
| 30D | +2.3% | -7.0% | +9.3% | +5.0% |
| 3M | -8.2% | +12.2% | -20.4% | -11.3% |
| 6M | -35.1% | -15.1% | -19.9% | -31.6% |
| YTD | -54.0% | -15.1% | -38.9% | -51.6% |
| 1Y | -65.3% | +2.3% | -67.6% | -65.5% |
| All | -62.8% | -23.4% | -39.4% | -61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded COO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling